Preheat oven to 400°F. Set out a rimmed baking sheet lined with a Silpat (silicone mat) or parchment paper.

In a food processor, combine chopped apples, brown sugar, cinnamon, nutmeg, walnuts, salt, and cornstarch. Pulse several times, until the mixture resembles a very coarse meal.

In a small bowl, make an egg wash by scrambling the egg with 1 teaspoon of water.

Fill another small bowl with plain water.

On the countertop, set out one disco. Place one heaping tablespoon of filling in the center. Using a pastry brush or your fingertip, paint the edge of the disco with water all the way around. Fold the disco in half, bringing the edges together to seal them in a half-moon shape. Crimp the edge with a fork to ensure a good seal.

Place the disco on the baking sheet, and repeat until all of the discos are filled. Paint each with the egg wash.

Bake at 400°F for 14 minutes, until the discos are nicely browned. Serve hot or at room temperature.